+73.5%
BA vs KIM
+29.2%
+44.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | +1.2% | +0.4% | +0.7% | +0.9% |
| 30D | -11.6% | -4.0% | -7.6% | -9.5% |
| 3M | -2.4% | +0.5% | -2.9% | -3.3% |
| 6M | -6.6% | +3.6% | -10.2% | -9.2% |
| YTD | -2.2% | +20.4% | -22.7% | -13.2% |
| 1Y | -8.0% | +9.7% | -17.7% | -13.9% |
| 3Y | -5.0% | +46.0% | -51.0% | -27.4% |
| 5Y | -2.7% | +34.4% | -37.2% | -22.6% |
| All | +73.5% | +29.2% | +44.2% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded KIM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling